+10.7%
SRE vs ROIV
+221.6%
-210.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | +0.8% |
| 7D | +1.4% | +20.2% | -18.7% | +0.5% |
| 30D | +1.9% | +14.1% | -12.2% | +1.1% |
| 3M | -3.3% | +45.6% | -48.9% | -4.8% |
| 6M | -6.4% | +44.1% | -50.6% | -7.9% |
| YTD | -1.8% | +91.2% | -93.0% | -4.5% |
| 1Y | +10.7% | +221.3% | -210.6% | +8.0% |
| All | +10.7% | +221.6% | -210.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling